From Joomla! Documentation

The original JA Purity template was provided from JoomlArt.com as a zip but the latest files have been installed along with Joomla. The relevant files, style.css and arrow2.png, can be found in templates/ja_purity. If you've been following the tutorial, you can download a tutorial version of the template that installs to the templates/my_japurity folder. Inside the folder of the template, the files are located as follows:

<location of template>/
images/
arrow2.png
styles/
header/XXXXXX ( XXXXXX is replaced with a color such as green or blue )
style.css

Create a new gradient image with a color scheme to match your desired scheme. The image only needs to be 1 pixel wide by 40 pixels tall. Save this image in the styles/header/XXXXXX/images directory (XXXXXX is replaced with a color such as green or blue).

Copy the arrow2.png file to the styles/header/XXXXX/images directory. Modify the arrow2.png to suit your scheme.

Normally you'd be able to edit the CSS in the Joomla Administration area but that isn't an option in this case. So you'll need to edit the file, style.css, directly in your choice of plain text editors such as VI or Notepad.